prets incorrectly defined

[Lukehi]

meta-labeling/calibration_and_position_sizing/data_generation.py

Line 150 in 351ec3e

data['prets'] = (data['pmodel'] * data['target_rets']).shift(1) # Lag by 1 to remove look ahead and align dates

The following line does not seem to be correct. It is supposed to specify the returns of a trading rule which is the sign of the previous day. However, it sets negative previous days in 'pmodel' to 0. This means the strategy returns 'prets' is long only.